-40.6%
FIS vs TRI
+196.2%
-236.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.7% |
| 7D | -7.9% | -7.9% | 0.0% | -4.0% |
| 30D | -8.0% | -4.5% | -3.5% | -6.1% |
| 3M | +0.6% | +22.1% | -21.5% | -10.4% |
| 6M | -22.2% | -2.8% | -19.4% | -22.9% |
| YTD | -40.8% | -23.4% | -17.4% | -33.9% |
| 1Y | -41.5% | -41.5% | 0.0% | -24.6% |
| 3Y | -25.5% | -19.2% | -6.3% | -22.7% |
| 5Y | -64.8% | -9.4% | -55.4% | -66.8% |
| All | -40.6% | +196.2% | -236.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling